+427.9%
LIN vs SCHG
+436.2%
-8.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.6% |
| 7D | +0.2% | +4.6% | -4.4% | -2.5% |
| 30D | +6.2% | -6.2% | +12.4% | +10.0% |
| 3M | +9.3% | -3.5% | +12.9% | +11.2% |
| 6M | +4.4% | +0.9% | +3.4% | +2.8% |
| YTD | +23.7% | +5.6% | +18.2% | +17.9% |
| 1Y | +23.5% | +4.4% | +19.0% | +18.3% |
| 3Y | +35.8% | +80.1% | -44.3% | -13.2% |
| 5Y | +65.9% | +71.3% | -5.4% | +8.2% |
| All | +427.9% | +436.2% | -8.4% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SCHG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling